Tests d'homogénéité entre indices de redondance pour des lois elliptiques

A. Lazraq; R. Cléroux

Revue de Statistique Appliquée (1992)

  • Volume: 40, Issue: 3, page 19-33
  • ISSN: 0035-175X

How to cite


Lazraq, A., and Cléroux, R.. "Tests d'homogénéité entre indices de redondance pour des lois elliptiques." Revue de Statistique Appliquée 40.3 (1992): 19-33. <http://eudml.org/doc/106317>.

author = {Lazraq, A., Cléroux, R.},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {3},
pages = {19-33},
publisher = {Société de Statistique de France},
title = {Tests d'homogénéité entre indices de redondance pour des lois elliptiques},
url = {http://eudml.org/doc/106317},
volume = {40},
year = {1992},

AU - Lazraq, A.
AU - Cléroux, R.
TI - Tests d'homogénéité entre indices de redondance pour des lois elliptiques
JO - Revue de Statistique Appliquée
PY - 1992
PB - Société de Statistique de France
VL - 40
IS - 3
SP - 19
EP - 33
LA - fre
UR - http://eudml.org/doc/106317
ER -


  1. Billingsley P. (1968) Convergence of Probability Measures, John Wiley and Sons, New York. Zbl0172.21201MR233396
  2. BMDP Statistical Software (1981) W.J. Dixon, Chief Editor, University of California Press, Berkeley. Zbl0549.62004
  3. Cléroux R. and Ducharme G.R. (1989) Vector Correlation for Elliptical Distributions, Communications in Statistics, Theory and Methods, 18, 1441- 1454. Zbl0696.62246MR1010114
  4. Coxhead P. (1974) Measuring the Relationship Between two Sets of Variables, British Journal of Mathematical and Statistical Psychology, 27, 205-212. Zbl0316.62019MR391398
  5. Cramer E.M. (1974) A Generalization of Vector Correlation and its Relation to Canonical Correlation, Multivariate Behavioral Research, 9, 347-352. 
  6. Cramer E.M. and Nicewander W.A. (1979) Some Symmetric, Invariant Measures of Multivariate Association, Psychometrika, 49, 403-423. Zbl0419.62048MR529390
  7. Donner A. and Rosner B. (1980) On Inferences Concerning a Common Correlation Coefficient, Applied Statistics, 29, 69-76. 
  8. Dwyer P.S. (1967) Some Applications of Matrix Derivatives in Multivariate Analysis, Journal of the American Statistical Association, 62, 607 -625. Zbl0152.36303MR216657
  9. Escoufier Y. (1973) Le traitement des variables vectorielles, Biometrics, 29, 751-760. MR334416
  10. Gleason T.C. (1976) On Redundancy in Canonical Analysis, Psychological Bulletin, 83, 1004-1006. 
  11. Hotelling H. (1936) Relations Between Two Sets of Variables, Biometrika, 28, 321-377. Zbl0015.40705JFM62.0618.04
  12. Imhof P. (1961) Computing the Distribution of Quadratic Forms in Normal Variates, Biometrika, 48, 419-426. Zbl0136.41103MR137199
  13. Kendall M., Stuart A. and Ord J.K.The Advanced Theory of Statistics, vol. 3, (MacMillan Publishing, New York, 1983, 4th. ed.). Zbl0498.62001MR687221
  14. Koérts J. and Abrahamse A.P.J. (1969) On the Theory and Application of the General linear Model, Rotterdam University Press, Rotterdam. Zbl0225.62081MR370947
  15. Kshirsagar A.M. (1969) Correlation Between Two Vector Variables, Journal of the Royal Statistical Society, Series B, 31, 477-485. Zbl0186.52702
  16. Lazraq A. (1989) Inférences sur plusieurs mesures de liaison entre deux vecteurs aléaltoires et algorithmes de sélection ou de variables. Thèse de doctorat. Université de Montréal. 
  17. Lazraq A. and Cléroux R. (1988) Un algorithme pas à pas de sélection de variables en régression linéaire multivariée, Statistique et Analyse des données, 13, 39-58. MR984844
  18. Lingoes J.C. and Schonenmann P.H. (1974) Alternative Measures of Fit for the Schonenmann-Caroll Matrix-Fitting Algorithm, Psychometrika, 39, 423-427. Zbl0295.92022MR403195
  19. Masuyama M. (1939) Correlation Between Tensor Quantities, Proceedings of the Physico-Mathematical Society of Japan, Series 3, 31, 638-647. Zbl0023.06002JFM65.0606.02
  20. Masuyama M. (1941) Correlation Between Two Sets of Complex Vectors, Proceedings of the Physico-Mathematical Society of Japan, Series 3, 33, 918-924. Zbl0063.03830MR14660
  21. Muirhead R.J. (1982) Aspects of Multivariate Statistical Theory, John Wiley and Sons, New York. Zbl0556.62028MR652932
  22. Muirhead R.J. and Waternaux C.M. (1980) Asymptotic distributions in Canonical Correlation Analysis and Other Multivariate Procedures for Nonnormal Populations, Biometrika, 67, 31-43. Zbl0448.62037MR570502
  23. Press S.J. (1972) Applied Multivariate Analysis, Holt, Rinehart and Winston, Chicago. Zbl0276.62051MR420970
  24. Ramsay J.O., Ten Berge J. and Styan G. (1984) Matrix Correlation, Psychometrika, 49, 403 -423. Zbl0581.62048MR760205
  25. Rao C.R. (1965) Linear Statistical Inference and its Applications, John Wiley and Sons, New York. Zbl0137.36203MR221616
  26. Robert P. and Escoufier Y. (1976) A Unifying Tool for Linear Multivariate Statistical Methods : the RV-Coefficient, Applied Statistics, 25, 257- 265. MR440801
  27. Roseboom W.W. (1965) Linear Correlation Between Sets of Variables, Psychometrika, 30, 57-71. Zbl0127.10302MR175205
  28. Seber G.A.F. (1984) Multivariate Observations, John Wiley and Sons, New York. Zbl0627.62052MR746474
  29. Shaffer J.P. and Gillo M.W. (1974) A multivariate Extension of the Correlation Ratio, Educational and Psychological Measurements, 34, 521- 524. 
  30. Sibson R. (1978) Studies in the Robustness of Multidimensional Scaling Procrustes Statistics, Journal of the Royal Statistical Society, Series B, 40, 234-235. Zbl0389.62086
  31. Stephens M.A. (1979) Vector Correlation, Biometrika, 66, 41-48. Zbl0402.62033MR529146
  32. Stewart D. and Love W. (1968) A General Canonical Correlation Index, Psychological Bulletin, 70, 160-163. 

NotesEmbed ?


You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.


Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.